Anic Equity¶

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Total return since start: 0.661 %¶

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Equity now: -----------------------------> 50722.94 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45178.26 Kr¶

PnL: ---------------------------------------> -399.33 Kr¶

DD now: ---------------------------------> -4.513 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-19 14:22:57.680030'

Anic Portfolio¶

This Week¶

Return: -0.069 %¶

Total portfolio value¶

Return including deposits: 66.032 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hexatronic Group 15 4.030000 1093.200000 25.500000 2.390000 1067.700000
Hexagon B 26 -0.560000 3433.300000 22.100000 0.650000 3411.200000
Orrön Energy 170 -2.340000 2057.850000 17.000000 0.830000 2040.850000
Vitec Software Group B 2 -0.800000 1117.000000 16.000000 1.450000 1101.000000
Nederman Holding 1 -0.460000 215.000000 16.000000 8.040000 199.000000
INVISIO 15 -1.040000 3577.500000 15.000000 0.420000 3562.500000
Sagax A 4 0.000000 896.000000 12.000000 1.360000 884.000000
Platzer Fastigheter Holding B 12 -0.250000 960.000000 10.800000 1.140000 949.200000
Sagax B 4 -0.930000 894.000000 10.800000 1.220000 883.200000
Profoto Holding 7 -0.710000 590.800000 8.800000 1.510000 581.999999
HEXPOL B 8 -0.170000 963.200000 8.000000 0.840000 955.200000
Atrium Ljungberg B 5 0.000000 908.500000 7.000000 0.780000 901.500000
Addnode Group B 7 -1.970000 907.900000 4.900000 0.540000 903.000000
Hennes & Mauritz B 6 -0.700000 913.800000 3.840000 0.420000 909.960000
SKF B 5 -1.160000 980.000000 2.000000 0.200000 978.000000
Latour B 4 -2.860000 855.600000 1.600000 0.190000 854.000000
Sandvik 4 -1.350000 846.800000 1.200000 0.140000 845.600000
ASSA ABLOY B 4 -1.390000 991.600000 0.800000 0.080000 990.800000
AcadeMedia 20 -0.890000 975.600000 0.000000 0.000000 975.600000
Alimak Group 12 -0.240000 1003.200000 -1.200000 -0.120000 1004.400000
Biotage 1 -8.170000 144.900000 -2.600000 -1.760000 147.500000
JM 7 -1.820000 944.300000 -3.500000 -0.370000 947.800000
Catena 2 -0.250000 800.000000 -3.600000 -0.450000 803.600000
BHG Group 109 -5.670000 1414.820000 -4.360000 -0.310000 1419.180000
Eastnine 6 -1.630000 651.600000 -5.400000 -0.820000 657.000000
Byggmax Group 33 -2.150000 958.980000 -5.940000 -0.620000 964.920000
Gränges 10 3.320000 1028.000000 -8.000000 -0.770000 1036.000000
BioGaia B 8 -2.620000 893.600000 -8.800000 -0.980000 902.400000
Vitrolife 3 -2.370000 666.600000 -10.400000 -1.540000 677.000001
EQT 4 -2.940000 859.600000 -11.200000 -1.290000 870.800000
Investor B 3 -1.600000 644.250000 -13.750000 -2.090000 657.999999
OX2 12 -4.750000 891.000000 -15.600000 -1.720000 906.600000
Hoist Finance 36 -1.080000 988.200000 -19.800000 -1.960000 1008.000000
Creaspac SPAC 40 -0.840000 3796.000000 -28.000000 -0.730000 3824.000000
VEF 788 -2.730000 1851.800000 -45.700000 -2.410000 1897.504000
Balco Group 39 -1.270000 1821.300000 -53.700000 -2.860000 1874.999997
Sedana Medical 93 -2.480000 2635.620000 -347.960000 -11.660000 2983.577733
TOTAL 45171.420000 -406.170000 -4.52559% 45577.591729

Updated:¶

'2023-06-19 14:21:48.461213'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶